Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365937.3972 | 321078.4352 | 44858.962 | 126874.8839 | 125421.2823 | 1453.6016 |
Total P&L (%) | 365.9374 | 321.0784 | 44.859 | 126.8749 | 125.4213 | 1.4536 |
Avg Daily Profit (%) | 0.3513 | 0.3082 | 0.0431 | 0.0787 | 0.0781 | 0.0014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147821 | -86867 | -73314 | -1164358 | -582029 | -684642 |
Profit Factor | 1.5586 | 1.9756 | 1.1376 | 1.0309 | 1.0612 | 1.0007 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 38.342 | 34.375 | 42.268 | 38.342 | 34.375 | 42.268 |
Ratio Avg Win / Avg Loss | 2.5064 | 3.7716 | 1.5538 | 1.6577 | 2.0258 | 1.3668 |
Largest Winning Trade | 351204 | 351204 | 30471 | 435648 | 435648 | 193919 |
Largest Losing Trade | -20356 | -20356 | -17452 | -172249 | -172249 | -141575 |
Avg Bars in Trades | 127 | 132 | 122 | 127 | 132 | 122 |
Avg Bars in Winners | 212 | 238 | 190 | 212 | 238 | 190 |
Avg Bars in Losers | 74 | 77 | 72 | 74 | 77 | 72 |
Bars Traded | 24600 | 12736 | 11864 | 24600 | 12736 | 11864 |
Profit Streak | 7.0466 | 0 | 9.7549 | 7.0466 | 0 | 9.7549 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318593 | 213296 | -207873 | -276207 | -247243 | -579125 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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